002352 顺丰控股 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥42.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -57.09%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 40 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-06-23 |
2015-06-30 |
47.0611141 |
36.173790000000004 |
¥-23.1万 |
-23.16% |
跌破0.618止损 |
| 2 |
2015-11-05 |
2015-11-25 |
26.614561973999994 |
29.7702 |
¥9.1万 |
+11.82% |
重回前高 |
| 3 |
2016-01-05 |
2016-01-12 |
26.234067859999996 |
24.1758 |
¥-6.1万 |
-7.87% |
跌破0.618止损 |
| 4 |
2016-03-29 |
2016-06-01 |
26.13393783 |
16.68 |
¥-28.8万 |
-36.19% |
跌破0.618止损 |
| 5 |
2016-08-09 |
2016-09-08 |
36.247070859999994 |
38.471489999999996 |
¥3.0万 |
+6.10% |
跌破0.618止损 |
| 6 |
2016-09-21 |
2016-10-13 |
44.35760328999999 |
51.2487 |
¥8.3万 |
+15.50% |
重回前高 |
| 7 |
2016-10-31 |
2016-12-06 |
48.14251842399999 |
44.12583000000001 |
¥-5.2万 |
-8.37% |
跌破0.618止损 |
| 8 |
2017-03-21 |
2017-04-18 |
58.355781484 |
50.42952 |
¥-7.6万 |
-13.61% |
跌破0.618止损 |
| 9 |
2017-07-03 |
2017-07-11 |
53.309227971999995 |
50.95899 |
¥-2.2万 |
-4.44% |
跌破0.618止损 |
| 10 |
2017-08-25 |
2017-11-01 |
51.72717349799999 |
59.93001 |
¥7.4万 |
+15.82% |
重回前高 |
| 11 |
2018-03-23 |
2018-04-27 |
48.59310355899999 |
47.2527 |
¥-1.5万 |
-2.79% |
跌破0.618止损 |
| 12 |
2018-05-09 |
2018-05-21 |
49.274778 |
48.43152 |
¥-9,178 |
-1.74% |
跌破0.618止损 |
| 13 |
2018-09-28 |
2018-10-09 |
42.665405783 |
40.3596 |
¥-2.8万 |
-5.43% |
跌破0.618止损 |
| 14 |
2019-03-22 |
2019-04-30 |
34.860455 |
32.77 |
¥-2.9万 |
-6.02% |
跌破0.618止损 |
| 15 |
2019-06-28 |
2019-07-25 |
34.314561281 |
35.554410000000004 |
¥1.7万 |
+3.58% |
重回前高 |
| 16 |
2019-09-27 |
2019-10-23 |
38.139528427 |
43.28667 |
¥6.5万 |
+13.46% |
重回前高 |
| 17 |
2019-10-31 |
2019-11-18 |
39.260984763 |
38.761199999999995 |
¥-7,109 |
-1.30% |
跌破0.618止损 |
| 18 |
2020-03-13 |
2020-05-22 |
42.15474263 |
44.955 |
¥3.3万 |
+6.61% |
跌破0.618止损 |
| 19 |
2020-11-12 |
2020-11-19 |
80.454479105 |
78.36 |
¥-1.5万 |
-2.63% |
跌破0.618止损 |
| 20 |
2020-12-23 |
2021-01-22 |
86.592449944 |
100.60928999999999 |
¥9.0万 |
+16.15% |
重回前高 |
| 21 |
2021-02-26 |
2021-03-09 |
101.83224051 |
90.909 |
¥-6.7万 |
-10.75% |
跌破0.618止损 |
| 22 |
2021-09-15 |
2021-11-09 |
63.061892893999996 |
60.60933 |
¥-2.2万 |
-3.92% |
跌破0.618止损 |
| 23 |
2021-11-26 |
2021-12-01 |
64.12327121199999 |
61.52841 |
¥-2.3万 |
-4.08% |
跌破0.618止损 |
| 24 |
2021-12-10 |
2021-12-16 |
65.0845195 |
62.0379 |
¥-2.5万 |
-4.71% |
跌破0.618止损 |
| 25 |
2021-12-22 |
2022-01-05 |
64.68399938 |
70.66 |
¥4.6万 |
+9.21% |
重回前高 |
| 26 |
2022-01-14 |
2022-01-26 |
65.0845195 |
63.1 |
¥-1.7万 |
-3.08% |
跌破0.618止损 |
| 27 |
2022-05-31 |
2022-06-28 |
51.516900435 |
53.946000000000005 |
¥2.5万 |
+4.68% |
重回前高 |
| 28 |
2022-07-13 |
2022-08-01 |
51.66709547999999 |
49.79015999999999 |
¥-2.1万 |
-3.66% |
跌破0.618止损 |
| 29 |
2022-10-17 |
2022-11-14 |
49.16384473 |
52.51743 |
¥3.7万 |
+6.79% |
重回前高 |
| 30 |
2022-11-25 |
2022-12-07 |
50.645769173999994 |
56.99295 |
¥7.2万 |
+12.50% |
重回前高 |
| 31 |
2023-02-16 |
2023-02-27 |
56.082829802999996 |
53.156789999999994 |
¥-3.4万 |
-5.25% |
跌破0.618止损 |
| 32 |
2023-04-11 |
2023-04-24 |
57.497244 |
54.23571 |
¥-3.5万 |
-5.70% |
跌破0.618止损 |
| 33 |
2023-08-01 |
2023-08-21 |
49.814689924999996 |
45.82413 |
¥-4.7万 |
-8.04% |
跌破0.618止损 |
| 34 |
2023-11-29 |
2023-12-06 |
41.934456563999994 |
40.439519999999995 |
¥-1.9万 |
-3.59% |
跌破0.618止损 |
| 35 |
2024-02-21 |
2024-04-03 |
38.179580439 |
35.664300000000004 |
¥-3.4万 |
-6.62% |
跌破0.618止损 |
| 36 |
2024-05-07 |
2024-06-25 |
37.248371160000005 |
35.57439 |
¥-2.2万 |
-4.52% |
跌破0.618止损 |
| 37 |
2024-10-14 |
2024-12-05 |
42.124703621 |
40.269690000000004 |
¥-2.1万 |
-4.43% |
跌破0.618止损 |
| 38 |
2025-07-14 |
2025-08-14 |
47.18127013599999 |
46.7532 |
¥-4,111 |
-0.94% |
跌破0.618止损 |
| 39 |
2026-07-21 |
2026-09-01 |
33.873989148999996 |
31.7682 |
¥-2.7万 |
-6.24% |
跌破0.618止损 |
| 40 |
2026-11-02 |
2026-11-06 |
32.84264983999999 |
34.225739999999995 |
¥1.7万 |
+4.18% |
重回前高 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
47.047 |
21200.0 |
¥99.8万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
36.173790000000004 |
21200.0 |
¥76.7万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
26.606579999999994 |
28800.0 |
¥76.6万 |
|
| 2015-11-25 |
重回前高 |
卖出 |
29.7702 |
28800.0 |
¥85.7万 |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
26.226199999999995 |
29700.0 |
¥77.9万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
24.1758 |
29700.0 |
¥71.8万 |
止损触发 |
| 2016-03-29 |
黄金分割买点 |
买入 |
26.126099999999997 |
30400.0 |
¥79.4万 |
|
| 2016-06-01 |
跌破0.618止损 |
卖出 |
16.68 |
30400.0 |
¥50.7万 |
止损触发 |
| 2016-08-09 |
黄金分割买点 |
买入 |
36.2362 |
13600.0 |
¥49.3万 |
|
| 2016-09-08 |
跌破0.618止损 |
卖出 |
38.471489999999996 |
13600.0 |
¥52.3万 |
止损触发 |
| 2016-09-21 |
黄金分割买点 |
买入 |
44.34429999999999 |
12100.0 |
¥53.7万 |
|
| 2016-10-13 |
重回前高 |
卖出 |
51.2487 |
12100.0 |
¥62.0万 |
|
| 2016-10-31 |
黄金分割买点 |
买入 |
48.12807999999999 |
12900.0 |
¥62.1万 |
|
| 2016-12-06 |
跌破0.618止损 |
卖出 |
44.12583000000001 |
12900.0 |
¥56.9万 |
止损触发 |
| 2017-03-21 |
黄金分割买点 |
买入 |
58.338280000000005 |
9600.0 |
¥56.0万 |
|
| 2017-04-18 |
跌破0.618止损 |
卖出 |
50.42952 |
9600.0 |
¥48.4万 |
止损触发 |
| 2017-07-03 |
黄金分割买点 |
买入 |
53.29324 |
9200.0 |
¥49.0万 |
|
| 2017-07-11 |
跌破0.618止损 |
卖出 |
50.95899 |
9200.0 |
¥46.9万 |
止损触发 |
| 2017-08-25 |
黄金分割买点 |
买入 |
51.71165999999999 |
9100.0 |
¥47.1万 |
|
| 2017-11-01 |
重回前高 |
卖出 |
59.93001 |
9100.0 |
¥54.5万 |
|
| 2018-03-23 |
黄金分割买点 |
买入 |
48.57852999999999 |
11100.0 |
¥53.9万 |
|
| 2018-04-27 |
跌破0.618止损 |
卖出 |
47.2527 |
11100.0 |
¥52.4万 |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
49.26 |
10700.0 |
¥52.7万 |
|
| 2018-05-21 |
跌破0.618止损 |
卖出 |
48.43152 |
10700.0 |
¥51.8万 |
止损触发 |
| 2018-09-28 |
黄金分割买点 |
买入 |
42.652609999999996 |
12200.0 |
¥52.1万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
40.3596 |
12200.0 |
¥49.2万 |
止损触发 |
| 2019-03-22 |
黄金分割买点 |
买入 |
34.85 |
14000.0 |
¥48.8万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
32.77 |
14000.0 |
¥45.9万 |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
34.30427 |
13500.0 |
¥46.3万 |
|
| 2019-07-25 |
重回前高 |
卖出 |
35.554410000000004 |
13500.0 |
¥48.0万 |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
38.12809 |
12600.0 |
¥48.1万 |
|
| 2019-10-23 |
重回前高 |
卖出 |
43.28667 |
12600.0 |
¥54.5万 |
|
| 2019-10-31 |
黄金分割买点 |
买入 |
39.24921 |
13900.0 |
¥54.6万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
38.761199999999995 |
13900.0 |
¥53.9万 |
止损触发 |
| 2020-03-13 |
黄金分割买点 |
买入 |
42.1421 |
12000.0 |
¥50.6万 |
|
| 2020-05-22 |
跌破0.618止损 |
卖出 |
44.955 |
12000.0 |
¥53.9万 |
止损触发 |
| 2020-11-12 |
黄金分割买点 |
买入 |
80.43035 |
7100.0 |
¥57.1万 |
|
| 2020-11-19 |
跌破0.618止损 |
卖出 |
78.36 |
7100.0 |
¥55.6万 |
止损触发 |
| 2020-12-23 |
黄金分割买点 |
买入 |
86.56648 |
6400.0 |
¥55.4万 |
|
| 2021-01-22 |
重回前高 |
卖出 |
100.60928999999999 |
6400.0 |
¥64.4万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
101.8017 |
6100.0 |
¥62.1万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
90.909 |
6100.0 |
¥55.4万 |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
63.04297999999999 |
9000.0 |
¥56.8万 |
|
| 2021-11-09 |
跌破0.618止损 |
卖出 |
60.60933 |
9000.0 |
¥54.5万 |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
64.10404 |
8700.0 |
¥55.8万 |
|
| 2021-12-01 |
跌破0.618止损 |
卖出 |
61.52841 |
8700.0 |
¥53.5万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
65.065 |
8100.0 |
¥52.7万 |
|
| 2021-12-16 |
跌破0.618止损 |
卖出 |
62.0379 |
8100.0 |
¥50.2万 |
止损触发 |
| 2021-12-22 |
黄金分割买点 |
买入 |
64.6646 |
7800.0 |
¥50.5万 |
|
| 2022-01-05 |
重回前高 |
卖出 |
70.66 |
7800.0 |
¥55.1万 |
|
| 2022-01-14 |
黄金分割买点 |
买入 |
65.065 |
8400.0 |
¥54.7万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
63.1 |
8400.0 |
¥53.0万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
51.50145 |
10400.0 |
¥53.6万 |
|
| 2022-06-28 |
重回前高 |
卖出 |
53.946000000000005 |
10400.0 |
¥56.1万 |
|
| 2022-07-13 |
黄金分割买点 |
买入 |
51.651599999999995 |
10900.0 |
¥56.3万 |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
49.79015999999999 |
10900.0 |
¥54.3万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
49.1491 |
11000.0 |
¥54.1万 |
|
| 2022-11-14 |
重回前高 |
卖出 |
52.51743 |
11000.0 |
¥57.8万 |
|
| 2022-11-25 |
黄金分割买点 |
买入 |
50.630579999999995 |
11400.0 |
¥57.7万 |
|
| 2022-12-07 |
重回前高 |
卖出 |
56.99295 |
11400.0 |
¥65.0万 |
|
| 2023-02-16 |
黄金分割买点 |
买入 |
56.06600999999999 |
11600.0 |
¥65.1万 |
|
| 2023-02-27 |
跌破0.618止损 |
卖出 |
53.156789999999994 |
11600.0 |
¥61.6万 |
止损触发 |
| 2023-04-11 |
黄金分割买点 |
买入 |
57.48 |
10700.0 |
¥61.5万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
54.23571 |
10700.0 |
¥58.0万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
49.799749999999996 |
11700.0 |
¥58.3万 |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
45.82413 |
11700.0 |
¥53.6万 |
止损触发 |
| 2023-11-29 |
黄金分割买点 |
买入 |
41.921879999999994 |
12800.0 |
¥53.7万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
40.439519999999995 |
12800.0 |
¥51.7万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
38.16813 |
13500.0 |
¥51.5万 |
|
| 2024-04-03 |
跌破0.618止损 |
卖出 |
35.664300000000004 |
13500.0 |
¥48.1万 |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
37.2372 |
13000.0 |
¥48.4万 |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
35.57439 |
13000.0 |
¥46.2万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
42.112069999999996 |
11000.0 |
¥46.3万 |
|
| 2024-12-05 |
跌破0.618止损 |
卖出 |
40.269690000000004 |
11000.0 |
¥44.3万 |
止损触发 |
| 2025-07-14 |
黄金分割买点 |
买入 |
47.16711999999999 |
9300.0 |
¥43.9万 |
|
| 2025-08-14 |
跌破0.618止损 |
卖出 |
46.7532 |
9300.0 |
¥43.5万 |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
33.86382999999999 |
12800.0 |
¥43.4万 |
|
| 2026-09-01 |
跌破0.618止损 |
卖出 |
31.7682 |
12800.0 |
¥40.7万 |
止损触发 |
| 2026-11-02 |
黄金分割买点 |
买入 |
32.83279999999999 |
12500.0 |
¥41.1万 |
|
| 2026-11-06 |
重回前高 |
卖出 |
34.225739999999995 |
12500.0 |
¥42.8万 |
|